mypythproject 0.1.1__py3-none-any.whl

mypythproject/DashBoard.py

@@ -0,0 +1,357 @@
+import dash
+from dash import dcc, html, dash_table
+from dash.dependencies import Input, Output, State
+from datetime import datetime, timedelta
+import pandas as pd
+import plotly.graph_objs as go
+from pybacktestchain.data_module import get_stock_data
+from pybacktestchain.broker import Backtest, StopLoss, Broker, Position
+from optimization_techniques import MaxSharpe, MinVariance, MaxReturn
+from pybacktestchain.data_module import FirstTwoMoments
+from tickers import csv_to_ticker_dict
+import logging
+import random
+import string
+
+# Remove yfinance error logs
+logging.getLogger("yfinance").setLevel(logging.CRITICAL)
+
+# Map the symbols in the dictionary to securities
+sp_dict = csv_to_ticker_dict()
+universe_options = [
+    {"label": security, "value": symbol} for symbol, security in sp_dict.items()
+]
+
+# Create Dash App
+app = dash.Dash(__name__)
+
+app.layout = html.Div([
+    html.H1("Python Project - Backtest Portfolio Value", style={'marginBottom': '20px'}),
+
+    html.Div([
+        html.Label("Initial Date:"),
+        dcc.DatePickerSingle(
+            id='initial-date',
+            date='2019-01-01',
+            display_format='YYYY-MM-DD'
+        )
+    ], style={'marginBottom': '20px'}),
+
+    html.Div([
+        html.Label("Final Date:"),
+        dcc.DatePickerSingle(
+            id='final-date',
+            date='2020-01-01',
+            display_format='YYYY-MM-DD'
+        )
+    ], style={'marginBottom': '20px'}),
+
+    html.Div([
+        html.Label("Optimization Technique:"),
+        dcc.Dropdown(
+            id='information-class',
+            options=[
+                {'label': 'FirstTwoMoments', 'value': 'first_two_moments'},
+                {'label': 'MaxReturn', 'value': 'max_return'},
+                {'label': 'MinVariance', 'value': 'min_variance'},
+                {'label': 'MaxSharpe', 'value': 'max_sharpe'},
+            ],
+            value='first_two_moments',
+            clearable=False
+        )
+    ], style={'width': '300px', 'marginBottom': '20px'}),
+
+    html.Div([
+        html.Label("Select S&P500 Securities:"),
+        dcc.Dropdown(
+            id='universe-dropdown',
+            options=universe_options,
+            value=[],
+            multi=True,
+            placeholder='Pick one or more securities'
+        )
+    ], style={'width': '400px', 'marginBottom': '20px'}),
+
+    html.Button("Run Backtest", id='run-button', n_clicks=0, 
+                style={'marginTop': '20px', 'marginBottom': '20px'}),
+
+    html.Div([
+        html.H3("Final Portfolio Summary"),
+        dash_table.DataTable(id='portfolio-summary-table', style_table={'overflowX': 'auto'})
+    ], style={'marginTop': '40px'}),
+
+    dcc.Graph(id='correlation-graph', style={'marginTop': '40px'}),
+
+    dcc.Graph(id='portfolio-value-graph', style={'marginTop': '40px'}),
+
+    html.Div([
+        html.H3("Statistics (Daily Returns)"),
+        dash_table.DataTable(
+            id='stats-table',
+            style_table={'overflowX': 'auto'},
+            style_cell={'textAlign': 'center'}
+        )
+    ], style={'marginTop': '40px'})
+])
+
+@app.callback(
+    [
+        Output('portfolio-summary-table', 'data'),
+        Output('portfolio-summary-table', 'columns'),
+        Output('correlation-graph', 'figure'),
+        Output('portfolio-value-graph', 'figure'),
+        Output('stats-table', 'data'),
+        Output('stats-table', 'columns')
+    ],
+    Input('run-button', 'n_clicks'),
+    State('initial-date', 'date'),
+    State('final-date', 'date'),
+    State('information-class', 'value'),
+    State('universe-dropdown', 'value')
+)
+
+def run_backtest(n_clicks, init_date_str, final_date_str, information_class_str, selected_symbols):
+    if n_clicks == 0:
+        return [], [], go.Figure(), go.Figure(), [], []
+
+    init_date = datetime.strptime(init_date_str, "%Y-%m-%d")
+    final_date = datetime.strptime(final_date_str, "%Y-%m-%d")
+
+    # Map information class
+    information_class = {
+        'first_two_moments': FirstTwoMoments,
+        'max_return': MaxReturn,
+        'min_variance': MinVariance,
+        'max_sharpe': MaxSharpe
+    }.get(information_class_str, FirstTwoMoments)
+
+    # -------------------------
+    # 1) BACKTEST AND BROKER
+    # -------------------------
+    backtest = Backtest(
+        initial_date=init_date,
+        final_date=final_date,
+        information_class=information_class,
+        risk_model=StopLoss,
+        name_blockchain='backtest_' + ''.join(random.choices(string.ascii_lowercase + string.digits, k=5)),
+        verbose=False
+    )
+    backtest.universe = selected_symbols
+
+    backtest.run_backtest()
+    broker = Broker(cash=1_000_000, verbose=False)
+
+    # Transaction log from the backtest
+    transaction_log = backtest.broker.get_transaction_log()
+
+    # We'll track daily portfolio value
+    portfolio_values = []
+    last_prices = {}
+    rebalance_dates = []
+
+    current_date = init_date
+    while current_date <= final_date:
+        # Skip weekends explicitly
+        if current_date.weekday() >= 5:
+            current_date += timedelta(days=1)
+            continue
+
+        # Filter transactions for current day
+        daily_transactions = transaction_log[transaction_log['Date'] == current_date]
+        for _, transaction in daily_transactions.iterrows():
+            ticker = transaction['Ticker']
+            action = transaction['Action']
+            quantity = transaction['Quantity']
+            price = transaction['Price']
+
+            if action == 'BUY':
+                broker.buy(ticker, quantity, price, current_date)
+            elif action == 'SELL':
+                broker.sell(ticker, quantity, price, current_date)
+
+        # Check for rebalancing
+        if backtest.rebalance_flag().time_to_rebalance(current_date):
+            rebalance_dates.append(current_date)
+
+        # Get current market prices
+        market_prices = {}
+        for ticker in broker.positions.keys():
+            try:
+                data = get_stock_data(
+                    ticker,
+                    current_date.strftime('%Y-%m-%d'),
+                    (current_date + timedelta(days=1)).strftime('%Y-%m-%d')
+                )
+                if not data.empty:
+                    market_prices[ticker] = data.iloc[-1]['Close']
+                    last_prices[ticker] = market_prices[ticker]
+                else:
+                    market_prices[ticker] = last_prices.get(ticker, 0)
+            except Exception:
+                market_prices[ticker] = last_prices.get(ticker, 0)
+
+        # Calculate portfolio value for the current day
+        try:
+            portfolio_value = broker.get_portfolio_value(market_prices)
+        except Exception:
+            # If something goes wrong, fallback to previous day
+            portfolio_value = portfolio_values[-1][1] if portfolio_values else 1_000_000
+
+        portfolio_values.append((current_date, portfolio_value))
+
+        current_date += timedelta(days=1)
+
+    # -------------------------
+    # 2) PREPARE SUMMARY TABLE
+    # -------------------------
+    final_market_prices = {
+        ticker: last_prices.get(ticker, 0) for ticker in broker.positions.keys()
+    }
+    summary_data = []
+    for ticker, position in broker.positions.items():
+        summary_data.append({
+            "Ticker": ticker,
+            "Shares": position.quantity,
+            "Last Price": final_market_prices[ticker],
+            "Value": position.quantity * final_market_prices[ticker]
+        })
+
+    total_value = sum(item["Value"] for item in summary_data) + broker.cash
+    summary_data.append({
+        "Ticker": "Total",
+        "Shares": "-",
+        "Last Price": "-",
+        "Value": total_value
+    })
+
+    summary_columns = [
+        {"name": "Ticker", "id": "Ticker"},
+        {"name": "Shares", "id": "Shares"},
+        {"name": "Last Price", "id": "Last Price"},
+        {"name": "Value", "id": "Value"}
+    ]
+
+    # -------------------------
+    # 3) CORRELATION GRAPH
+    # -------------------------
+    # Build a DataFrame of daily closes for each selected symbol so we can compute daily returns and correlation.
+    price_df = pd.DataFrame()
+    for symbol in selected_symbols:
+        data = get_stock_data(symbol, init_date_str, final_date_str)
+        if not data.empty:
+            # Align on date index to handle merges properly
+            data = data[['Date','Close']].set_index('Date')
+            data.index = pd.to_datetime(data.index)
+            price_df[symbol] = data['Close']
+
+    # Drop any days that are all NaN
+    price_df.dropna(how='all', inplace=True)
+
+    # Compute daily returns and then plot correlation heatmap
+    ret_df = price_df.pct_change().dropna()
+    if not ret_df.empty:
+        corr_matrix = ret_df.corr()
+        corr_fig = go.Figure(
+            data=go.Heatmap(
+                z=corr_matrix.values,
+                x=corr_matrix.columns,
+                y=corr_matrix.columns,
+                colorscale='RdYlGn',
+                zmin=-1,
+                zmax=1
+            )
+        )
+        corr_fig.update_layout(title="Correlation Heatmap of Daily Returns")
+    else:
+        corr_fig = go.Figure()
+
+    # -------------------------
+    # 4) PORTFOLIO VALUE GRAPH
+    # -------------------------
+    df_portfolio = pd.DataFrame(portfolio_values, columns=['Date', 'Portfolio Value'])
+    fig_portfolio = go.Figure()
+    fig_portfolio.add_trace(
+        go.Scatter(
+            x=df_portfolio['Date'], 
+            y=df_portfolio['Portfolio Value'], 
+            mode='lines', 
+            name='Portfolio Value'
+        )
+    )
+    # Add a reference line at 1M
+    fig_portfolio.add_trace(
+        go.Scatter(
+            x=df_portfolio['Date'],
+            y=[1_000_000] * len(df_portfolio),
+            mode='lines',
+            line=dict(color='red', dash='dash'),
+            name='1M Threshold'
+        )
+    )
+    # Mark rebalancing points
+    for reb_date in rebalance_dates:
+        marker_day = reb_date - timedelta(days=1)
+        val = df_portfolio.loc[df_portfolio['Date'] == marker_day, 'Portfolio Value']
+        if not val.empty:
+            fig_portfolio.add_trace(
+                go.Scatter(
+                    x=[marker_day],
+                    y=[val.values[0]],
+                    mode='markers',
+                    marker=dict(color='blue', size=10, symbol='circle'),
+                    showlegend=False
+                )
+            )
+    fig_portfolio.update_layout(
+        title="Portfolio Value Over Time",
+        xaxis_title="Date",
+        yaxis_title="Portfolio Value"
+    )
+
+    # -------------------------
+    # 5) STATISTICS TABLE
+    # -------------------------
+    stats_data = []
+    if not ret_df.empty:
+        # Per-ticker stats:
+        for symbol in ret_df.columns:
+            avg_return = ret_df[symbol].mean() * 100
+            std_return = ret_df[symbol].std() * 100
+            stats_data.append({
+                'Ticker': symbol,
+                'Average Return (%)': round(avg_return, 2),
+                'Std Dev (%)': round(std_return, 2)
+            })
+    
+    # Entire portfolio stats:
+    if len(df_portfolio) > 1:
+        df_portfolio['Daily Return'] = df_portfolio['Portfolio Value'].pct_change()
+        # Drop the first row (NaN return)
+        daily_returns = df_portfolio['Daily Return'].dropna()
+        
+        if not daily_returns.empty:
+            avg_port = daily_returns.mean() * 100
+            std_port = daily_returns.std() * 100
+            stats_data.append({
+                'Ticker': 'Entire Portfolio',
+                'Average Return (%)': round(avg_port, 2),
+                'Std Dev (%)': round(std_port, 2)
+            })
+
+    stats_columns = [
+        {'name': 'Ticker', 'id': 'Ticker'},
+        {'name': 'Average Return (%)', 'id': 'Average Return (%)'},
+        {'name': 'Std Dev (%)', 'id': 'Std Dev (%)'}
+    ]
+
+    return (
+        summary_data,             
+        summary_columns,         
+        corr_fig,                 
+        fig_portfolio,            
+        stats_data,               
+        stats_columns            
+    )
+
+if __name__ == '__main__':
+    app.run_server(debug=True)

mypythproject/__init__.py

@@ -0,0 +1,3 @@
+# read version from installed package
+from importlib.metadata import version
+__version__ = version("mypythproject")

mypythproject/mypythproject.py

@@ -0,0 +1,26 @@
+from pybacktestchain.broker import Backtest, StopLoss
+from pybacktestchain.blockchain import load_blockchain
+from datetime import datetime
+from optimization_techniques import MaxSharpe
+from optimization_techniques import MinVariance
+from optimization_techniques import MaxReturn
+from pybacktestchain.data_module import FirstTwoMoments
+
+# Set verbosity for logging
+verbose = False  # Set to True to enable logging, or False to suppress it
+
+backtest = Backtest(
+    initial_date=datetime(2019, 1, 1),
+    final_date=datetime(2020, 1, 1),
+    information_class=FirstTwoMoments,
+    risk_model=StopLoss,
+    name_blockchain='backtest',
+    verbose=verbose
+)
+backtest.universe = ['BAC','JPM','GS']
+backtest.run_backtest()
+block_chain = load_blockchain('backtest')
+
+print(str(block_chain))
+# check if the blockchain is valid
+print(block_chain.is_valid())

mypythproject/optimization_techniques.py

@@ -0,0 +1,240 @@
+import yfinance as yf
+import pandas as pd 
+from sec_cik_mapper import StockMapper
+from dataclasses import dataclass
+from datetime import datetime, timedelta
+import logging 
+from scipy.optimize import minimize
+import numpy as np
+from pybacktestchain.data_module import Information
+
+@dataclass
+class MaxSharpe(Information):
+    def compute_portfolio(self, t: datetime, information_set: dict):
+        try:
+            mu = information_set['expected_return']        
+            Sigma = information_set['covariance_matrix']    
+            n = len(mu)
+
+            # Sharpe objective
+            def sharpe_ratio_neg(x):
+                eps = 1e-8 # Add small epsilon to avoid division by zero
+                numerator = x.dot(mu)
+                denominator = np.sqrt(x.dot(Sigma).dot(x)) + eps
+                return - numerator / denominator 
+
+            # constraints:
+            constraints = ({'type': 'eq', 'fun': lambda x: np.sum(x) - 1})
+            bounds = [(0.0, 1.0)] * n
+
+            # initial guess, equal weights
+            x0 = np.ones(n) / n
+
+            res = minimize(sharpe_ratio_neg,
+                           x0,
+                           constraints=constraints,
+                           bounds=bounds,
+                           method='SLSQP')
+
+            # prepare dictionary
+            portfolio = {k: None for k in information_set['companies']}
+
+            # if converged update
+            if res.success:
+                for i, company in enumerate(information_set['companies']):
+                    portfolio[company] = res.x[i]
+            else:
+                raise Exception("Optimization did not converge")
+
+            return portfolio
+
+        except Exception as e:
+            # if something goes wrong return an equal weigh portfolio but let the user know
+            logging.warning("Error computing portfolio, returning equal weight portfolio")
+            logging.warning(e)
+            return {k: 1/len(information_set['companies']) 
+                    for k in information_set['companies']}
+        
+    
+    def compute_information(self, t: datetime):
+        # get the data module
+        data = self.slice_data(t)
+        # the information set will be a dictionary with data
+        information_set = {}
+        # sort data by ticker and date
+        data = data.sort_values(by=[self.company_column, self.time_column])
+
+        # compute returns
+        data['return'] = data.groupby(self.company_column)[self.adj_close_column].pct_change()
+
+        # expected return by company
+        information_set['expected_return'] = data.groupby(self.company_column)['return'].mean().to_numpy()
+
+        # covariance matrix
+
+        # 1. pivot the data
+        data_pivot = data.pivot(index=self.time_column, 
+                                columns=self.company_column, 
+                                values=self.adj_close_column)
+        # drop missing values
+        data_pivot = data_pivot.dropna(axis=0)
+        # 2. compute the covariance matrix
+        covariance_matrix = data_pivot.cov().to_numpy()
+
+        # add to information set
+        information_set['covariance_matrix'] = covariance_matrix
+        information_set['companies'] = data_pivot.columns.to_numpy()
+
+        return information_set
+
+@dataclass
+class MinVariance(Information):
+    def compute_portfolio(self, t: datetime, information_set: dict):
+        try:
+            mu = information_set['expected_return']        
+            Sigma = information_set['covariance_matrix']    
+            n = len(mu)
+
+            # Min Variance objective
+            def variance_obj(x):
+                return x.dot(Sigma).dot(x)
+
+            # constraints:
+            constraints = ({'type': 'eq', 'fun': lambda x: np.sum(x) - 1})
+            bounds = [(0.0, 1.0)] * n
+
+            # initial guess, equal weights
+            x0 = np.ones(n) / n
+
+            res = minimize(variance_obj,
+                           x0,
+                           constraints=constraints,
+                           bounds=bounds,
+                           method='SLSQP')
+
+            # prepare dictionary
+            portfolio = {k: None for k in information_set['companies']}
+
+            # if converged update
+            if res.success:
+                for i, company in enumerate(information_set['companies']):
+                    portfolio[company] = res.x[i]
+            else:
+                raise Exception("Optimization did not converge")
+
+            return portfolio
+
+        except Exception as e:
+            # if something goes wrong return an equal weight portfolio but let the user know
+            logging.warning("Error computing portfolio, returning equal weight portfolio")
+            logging.warning(e)
+            return {k: 1/len(information_set['companies']) 
+                    for k in information_set['companies']}
+        
+    
+    def compute_information(self, t: datetime):
+        # get the data module
+        data = self.slice_data(t)
+        # the information set will be a dictionary with data
+        information_set = {}
+        # sort data by ticker and date
+        data = data.sort_values(by=[self.company_column, self.time_column])
+
+        # compute returns
+        data['return'] = data.groupby(self.company_column)[self.adj_close_column].pct_change()
+
+        # expected return by company
+        information_set['expected_return'] = data.groupby(self.company_column)['return'].mean().to_numpy()
+
+        # covariance matrix
+
+        # 1. pivot the data
+        data_pivot = data.pivot(index=self.time_column, 
+                                columns=self.company_column, 
+                                values=self.adj_close_column)
+        # drop missing values
+        data_pivot = data_pivot.dropna(axis=0)
+        # 2. compute the covariance matrix
+        covariance_matrix = data_pivot.cov().to_numpy()
+
+        # add to information set
+        information_set['covariance_matrix'] = covariance_matrix
+        information_set['companies'] = data_pivot.columns.to_numpy()
+
+        return information_set
+    
+@dataclass
+class MaxReturn(Information):
+    def compute_portfolio(self, t: datetime, information_set: dict):
+        try:
+            mu = information_set['expected_return']        
+            Sigma = information_set['covariance_matrix']    
+            n = len(mu)
+
+            # Max Return objective
+            def neg_return(x):
+                return -x.dot(mu)
+
+            # constraints:
+            constraints = ({'type': 'eq', 'fun': lambda x: np.sum(x) - 1})
+            bounds = [(0.0, 1.0)] * n
+
+            # initial guess, equal weights
+            x0 = np.ones(n) / n
+
+            res = minimize(neg_return,
+                           x0,
+                           constraints=constraints,
+                           bounds=bounds,
+                           method='SLSQP')
+
+            # prepare dictionary
+            portfolio = {k: None for k in information_set['companies']}
+
+            # if converged update
+            if res.success:
+                for i, company in enumerate(information_set['companies']):
+                    portfolio[company] = res.x[i]
+            else:
+                raise Exception("Optimization did not converge")
+
+            return portfolio
+
+        except Exception as e:
+            # if something goes wrong return an equal weight portfolio but let the user know
+            logging.warning("Error computing portfolio, returning equal weight portfolio")
+            logging.warning(e)
+            return {k: 1/len(information_set['companies']) 
+                    for k in information_set['companies']}
+        
+    
+    def compute_information(self, t: datetime):
+        # get the data module
+        data = self.slice_data(t)
+        # the information set will be a dictionary with data
+        information_set = {}
+        # sort data by ticker and date
+        data = data.sort_values(by=[self.company_column, self.time_column])
+
+        # compute returns
+        data['return'] = data.groupby(self.company_column)[self.adj_close_column].pct_change()
+
+        # expected return by company
+        information_set['expected_return'] = data.groupby(self.company_column)['return'].mean().to_numpy()
+
+        # covariance matrix
+
+        # 1. pivot the data
+        data_pivot = data.pivot(index=self.time_column, 
+                                columns=self.company_column, 
+                                values=self.adj_close_column)
+        # drop missing values
+        data_pivot = data_pivot.dropna(axis=0)
+        # 2. compute the covariance matrix
+        covariance_matrix = data_pivot.cov().to_numpy()
+
+        # add to information set
+        information_set['covariance_matrix'] = covariance_matrix
+        information_set['companies'] = data_pivot.columns.to_numpy()
+
+        return information_set

mypythproject/sp500_companies.csv

@@ -0,0 +1,504 @@
+Symbol;Security;GICS Sector
+MMM;3M;Industrials
+AOS;A. O. Smith;Industrials
+ABT;Abbott Laboratories;Health Care
+ABBV;AbbVie;Health Care
+ACN;Accenture;Information Technology
+ADBE;Adobe Inc.;Information Technology
+AMD;Advanced Micro Devices;Information Technology
+AES;AES Corporation;Utilities
+AFL;Aflac;Financials
+A;Agilent Technologies;Health Care
+APD;Air Products;Materials
+ABNB;Airbnb;Consumer Discretionary
+AKAM;Akamai Technologies;Information Technology
+ALB;Albemarle Corporation;Materials
+ARE;Alexandria Real Estate Equities;Real Estate
+ALGN;Align Technology;Health Care
+ALLE;Allegion;Industrials
+LNT;Alliant Energy;Utilities
+ALL;Allstate;Financials
+GOOGL;Alphabet Inc. (Class A);Communication Services
+GOOG;Alphabet Inc. (Class C);Communication Services
+MO;Altria;Consumer Staples
+AMZN;Amazon;Consumer Discretionary
+AMCR;Amcor;Materials
+AEE;Ameren;Utilities
+AEP;American Electric Power;Utilities
+AXP;American Express;Financials
+AIG;American International Group;Financials
+AMT;American Tower;Real Estate
+AWK;American Water Works;Utilities
+AMP;Ameriprise Financial;Financials
+AME;Ametek;Industrials
+AMGN;Amgen;Health Care
+APH;Amphenol;Information Technology
+ADI;Analog Devices;Information Technology
+ANSS;Ansys;Information Technology
+AON;Aon;Financials
+APA;APA Corporation;Energy
+APO;Apollo Global Management;Financials
+AAPL;Apple Inc.;Information Technology
+AMAT;Applied Materials;Information Technology
+APTV;Aptiv;Consumer Discretionary
+ACGL;Arch Capital Group;Financials
+ADM;Archer Daniels Midland;Consumer Staples
+ANET;Arista Networks;Information Technology
+AJG;Arthur J. Gallagher & Co.;Financials
+AIZ;Assurant;Financials
+T;AT&T;Communication Services
+ATO;Atmos Energy;Utilities
+ADSK;Autodesk;Information Technology
+ADP;Automatic Data Processing;Industrials
+AZO;AutoZone;Consumer Discretionary
+AVB;AvalonBay Communities;Real Estate
+AVY;Avery Dennison;Materials
+AXON;Axon Enterprise;Industrials
+BKR;Baker Hughes;Energy
+BALL;Ball Corporation;Materials
+BAC;Bank of America;Financials
+BAX;Baxter International;Health Care
+BDX;Becton Dickinson;Health Care
+BRK.B;Berkshire Hathaway;Financials
+BBY;Best Buy;Consumer Discretionary
+TECH;Bio-Techne;Health Care
+BIIB;Biogen;Health Care
+BLK;BlackRock;Financials
+BX;Blackstone Inc.;Financials
+BK;BNY Mellon;Financials
+BA;Boeing;Industrials
+BKNG;Booking Holdings;Consumer Discretionary
+BWA;BorgWarner;Consumer Discretionary
+BSX;Boston Scientific;Health Care
+BMY;Bristol Myers Squibb;Health Care
+AVGO;Broadcom;Information Technology
+BR;Broadridge Financial Solutions;Industrials
+BRO;Brown & Brown;Financials
+BF.B;Brown–Forman;Consumer Staples
+BLDR;Builders FirstSource;Industrials
+BG;Bunge Global;Consumer Staples
+BXP;BXP, Inc.;Real Estate
+CHRW;C.H. Robinson;Industrials
+CDNS;Cadence Design Systems;Information Technology
+CZR;Caesars Entertainment;Consumer Discretionary
+CPT;Camden Property Trust;Real Estate
+CPB;Campbell Soup Company;Consumer Staples
+COF;Capital One;Financials
+CAH;Cardinal Health;Health Care
+KMX;CarMax;Consumer Discretionary
+CCL;Carnival;Consumer Discretionary
+CARR;Carrier Global;Industrials
+CAT;Caterpillar Inc.;Industrials
+CBOE;Cboe Global Markets;Financials
+CBRE;CBRE Group;Real Estate
+CDW;CDW;Information Technology
+CE;Celanese;Materials
+COR;Cencora;Health Care
+CNC;Centene Corporation;Health Care
+CNP;CenterPoint Energy;Utilities
+CF;CF Industries;Materials
+CRL;Charles River Laboratories;Health Care
+SCHW;Charles Schwab Corporation;Financials
+CHTR;Charter Communications;Communication Services
+CVX;Chevron Corporation;Energy
+CMG;Chipotle Mexican Grill;Consumer Discretionary
+CB;Chubb Limited;Financials
+CHD;Church & Dwight;Consumer Staples
+CI;Cigna;Health Care
+CINF;Cincinnati Financial;Financials
+CTAS;Cintas;Industrials
+CSCO;Cisco;Information Technology
+C;Citigroup;Financials
+CFG;Citizens Financial Group;Financials
+CLX;Clorox;Consumer Staples
+CME;CME Group;Financials
+CMS;CMS Energy;Utilities
+KO;Coca-Cola Company (The);Consumer Staples
+CTSH;Cognizant;Information Technology
+CL;Colgate-Palmolive;Consumer Staples
+CMCSA;Comcast;Communication Services
+CAG;Conagra Brands;Consumer Staples
+COP;ConocoPhillips;Energy
+ED;Consolidated Edison;Utilities
+STZ;Constellation Brands;Consumer Staples
+CEG;Constellation Energy;Utilities
+COO;Cooper Companies (The);Health Care
+CPRT;Copart;Industrials
+GLW;Corning Inc.;Information Technology
+CPAY;Corpay;Financials
+CTVA;Corteva;Materials
+CSGP;CoStar Group;Real Estate
+COST;Costco;Consumer Staples
+CTRA;Coterra;Energy
+CRWD;CrowdStrike;Information Technology
+CCI;Crown Castle;Real Estate
+CSX;CSX Corporation;Industrials
+CMI;Cummins;Industrials
+CVS;CVS Health;Health Care
+DHR;Danaher Corporation;Health Care
+DRI;Darden Restaurants;Consumer Discretionary
+DVA;DaVita;Health Care
+DAY;Dayforce;Industrials
+DECK;Deckers Brands;Consumer Discretionary
+DE;Deere & Company;Industrials
+DELL;Dell Technologies;Information Technology
+DAL;Delta Air Lines;Industrials
+DVN;Devon Energy;Energy
+DXCM;Dexcom;Health Care
+FANG;Diamondback Energy;Energy
+DLR;Digital Realty;Real Estate
+DFS;Discover Financial;Financials
+DG;Dollar General;Consumer Staples
+DLTR;Dollar Tree;Consumer Staples
+D;Dominion Energy;Utilities
+DPZ;Domino's;Consumer Discretionary
+DOV;Dover Corporation;Industrials
+DOW;Dow Inc.;Materials
+DHI;D. R. Horton;Consumer Discretionary
+DTE;DTE Energy;Utilities
+DUK;Duke Energy;Utilities
+DD;DuPont;Materials
+EMN;Eastman Chemical Company;Materials
+ETN;Eaton Corporation;Industrials
+EBAY;eBay;Consumer Discretionary
+ECL;Ecolab;Materials
+EIX;Edison International;Utilities
+EW;Edwards Lifesciences;Health Care
+EA;Electronic Arts;Communication Services
+ELV;Elevance Health;Health Care
+EMR;Emerson Electric;Industrials
+ENPH;Enphase Energy;Information Technology
+ETR;Entergy;Utilities
+EOG;EOG Resources;Energy
+EPAM;EPAM Systems;Information Technology
+EQT;EQT Corporation;Energy
+EFX;Equifax;Industrials
+EQIX;Equinix;Real Estate
+EQR;Equity Residential;Real Estate
+ERIE;Erie Indemnity;Financials
+ESS;Essex Property Trust;Real Estate
+EL;Estée Lauder Companies (The);Consumer Staples
+EG;Everest Group;Financials
+EVRG;Evergy;Utilities
+ES;Eversource Energy;Utilities
+EXC;Exelon;Utilities
+EXPE;Expedia Group;Consumer Discretionary
+EXPD;Expeditors International;Industrials
+EXR;Extra Space Storage;Real Estate
+XOM;ExxonMobil;Energy
+FFIV;F5, Inc.;Information Technology
+FDS;FactSet;Financials
+FICO;Fair Isaac;Information Technology
+FAST;Fastenal;Industrials
+FRT;Federal Realty Investment Trust;Real Estate
+FDX;FedEx;Industrials
+FIS;Fidelity National Information Services;Financials
+FITB;Fifth Third Bancorp;Financials
+FSLR;First Solar;Information Technology
+FE;FirstEnergy;Utilities
+FI;Fiserv;Financials
+FMC;FMC Corporation;Materials
+F;Ford Motor Company;Consumer Discretionary
+FTNT;Fortinet;Information Technology
+FTV;Fortive;Industrials
+FOXA;Fox Corporation (Class A);Communication Services
+FOX;Fox Corporation (Class B);Communication Services
+BEN;Franklin Resources;Financials
+FCX;Freeport-McMoRan;Materials
+GRMN;Garmin;Consumer Discretionary
+IT;Gartner;Information Technology
+GE;GE Aerospace;Industrials
+GEHC;GE HealthCare;Health Care
+GEV;GE Vernova;Industrials
+GEN;Gen Digital;Information Technology
+GNRC;Generac;Industrials
+GD;General Dynamics;Industrials
+GIS;General Mills;Consumer Staples
+GM;General Motors;Consumer Discretionary
+GPC;Genuine Parts Company;Consumer Discretionary
+GILD;Gilead Sciences;Health Care
+GPN;Global Payments;Financials
+GL;Globe Life;Financials
+GDDY;GoDaddy;Information Technology
+GS;Goldman Sachs;Financials
+HAL;Halliburton;Energy
+HIG;Hartford (The);Financials
+HAS;Hasbro;Consumer Discretionary
+HCA;HCA Healthcare;Health Care
+DOC;Healthpeak Properties;Real Estate
+HSIC;Henry Schein;Health Care
+HSY;Hershey Company (The);Consumer Staples
+HES;Hess Corporation;Energy
+HPE;Hewlett Packard Enterprise;Information Technology
+HLT;Hilton Worldwide;Consumer Discretionary
+HOLX;Hologic;Health Care
+HD;Home Depot (The);Consumer Discretionary
+HON;Honeywell;Industrials
+HRL;Hormel Foods;Consumer Staples
+HST;Host Hotels & Resorts;Real Estate
+HWM;Howmet Aerospace;Industrials
+HPQ;HP Inc.;Information Technology
+HUBB;Hubbell Incorporated;Industrials
+HUM;Humana;Health Care
+HBAN;Huntington Bancshares;Financials
+HII;Huntington Ingalls Industries;Industrials
+IBM;IBM;Information Technology
+IEX;IDEX Corporation;Industrials
+IDXX;Idexx Laboratories;Health Care
+ITW;Illinois Tool Works;Industrials
+INCY;Incyte;Health Care
+IR;Ingersoll Rand;Industrials
+PODD;Insulet Corporation;Health Care
+INTC;Intel;Information Technology
+ICE;Intercontinental Exchange;Financials
+IFF;International Flavors & Fragrances;Materials
+IP;International Paper;Materials
+IPG;Interpublic Group of Companies (The);Communication Services
+INTU;Intuit;Information Technology
+ISRG;Intuitive Surgical;Health Care
+IVZ;Invesco;Financials
+INVH;Invitation Homes;Real Estate
+IQV;IQVIA;Health Care
+IRM;Iron Mountain;Real Estate
+JBHT;J.B. Hunt;Industrials
+JBL;Jabil;Information Technology
+JKHY;Jack Henry & Associates;Financials
+J;Jacobs Solutions;Industrials
+JNJ;Johnson & Johnson;Health Care
+JCI;Johnson Controls;Industrials
+JPM;JPMorgan Chase;Financials
+JNPR;Juniper Networks;Information Technology
+K;Kellanova;Consumer Staples
+KVUE;Kenvue;Consumer Staples
+KDP;Keurig Dr Pepper;Consumer Staples
+KEY;KeyCorp;Financials
+KEYS;Keysight Technologies;Information Technology
+KMB;Kimberly-Clark;Consumer Staples
+KIM;Kimco Realty;Real Estate
+KMI;Kinder Morgan;Energy
+KKR;KKR;Financials
+KLAC;KLA Corporation;Information Technology
+KHC;Kraft Heinz;Consumer Staples
+KR;Kroger;Consumer Staples
+LHX;L3Harris;Industrials
+LH;LabCorp;Health Care
+LRCX;Lam Research;Information Technology
+LW;Lamb Weston;Consumer Staples
+LVS;Las Vegas Sands;Consumer Discretionary
+LDOS;Leidos;Industrials
+LEN;Lennar;Consumer Discretionary
+LII;Lennox International;Industrials
+LLY;Lilly (Eli);Health Care
+LIN;Linde plc;Materials
+LYV;Live Nation Entertainment;Communication Services
+LKQ;LKQ Corporation;Consumer Discretionary
+LMT;Lockheed Martin;Industrials
+L;Loews Corporation;Financials
+LOW;Lowe's;Consumer Discretionary
+LULU;Lululemon Athletica;Consumer Discretionary
+LYB;LyondellBasell;Materials
+MTB;M&T Bank;Financials
+MPC;Marathon Petroleum;Energy
+MKTX;MarketAxess;Financials
+MAR;Marriott International;Consumer Discretionary
+MMC;Marsh McLennan;Financials
+MLM;Martin Marietta Materials;Materials
+MAS;Masco;Industrials
+MA;Mastercard;Financials
+MTCH;Match Group;Communication Services
+MKC;McCormick & Company;Consumer Staples
+MCD;McDonald's;Consumer Discretionary
+MCK;McKesson Corporation;Health Care
+MDT;Medtronic;Health Care
+MRK;Merck & Co.;Health Care
+META;Meta Platforms;Communication Services
+MET;MetLife;Financials
+MTD;Mettler Toledo;Health Care
+MGM;MGM Resorts;Consumer Discretionary
+MCHP;Microchip Technology;Information Technology
+MU;Micron Technology;Information Technology
+MSFT;Microsoft;Information Technology
+MAA;Mid-America Apartment Communities;Real Estate
+MRNA;Moderna;Health Care
+MHK;Mohawk Industries;Consumer Discretionary
+MOH;Molina Healthcare;Health Care
+TAP;Molson Coors Beverage Company;Consumer Staples
+MDLZ;Mondelez International;Consumer Staples
+MPWR;Monolithic Power Systems;Information Technology
+MNST;Monster Beverage;Consumer Staples
+MCO;Moody's Corporation;Financials
+MS;Morgan Stanley;Financials
+MOS;Mosaic Company (The);Materials
+MSI;Motorola Solutions;Information Technology
+MSCI;MSCI;Financials
+NDAQ;Nasdaq, Inc.;Financials
+NTAP;NetApp;Information Technology
+NFLX;Netflix;Communication Services
+NEM;Newmont;Materials
+NWSA;News Corp (Class A);Communication Services
+NWS;News Corp (Class B);Communication Services
+NEE;NextEra Energy;Utilities
+NKE;Nike, Inc.;Consumer Discretionary
+NI;NiSource;Utilities
+NDSN;Nordson Corporation;Industrials
+NSC;Norfolk Southern Railway;Industrials
+NTRS;Northern Trust;Financials
+NOC;Northrop Grumman;Industrials
+NCLH;Norwegian Cruise Line Holdings;Consumer Discretionary
+NRG;NRG Energy;Utilities
+NUE;Nucor;Materials
+NVDA;Nvidia;Information Technology
+NVR;NVR, Inc.;Consumer Discretionary
+NXPI;NXP Semiconductors;Information Technology
+ORLY;O'Reilly Auto Parts;Consumer Discretionary
+OXY;Occidental Petroleum;Energy
+ODFL;Old Dominion;Industrials
+OMC;Omnicom Group;Communication Services
+ON;ON Semiconductor;Information Technology
+OKE;ONEOK;Energy
+ORCL;Oracle Corporation;Information Technology
+OTIS;Otis Worldwide;Industrials
+PCAR;Paccar;Industrials
+PKG;Packaging Corporation of America;Materials
+PLTR;Palantir Technologies;Information Technology
+PANW;Palo Alto Networks;Information Technology
+PARA;Paramount Global;Communication Services
+PH;Parker Hannifin;Industrials
+PAYX;Paychex;Industrials
+PAYC;Paycom;Industrials
+PYPL;PayPal;Financials
+PNR;Pentair;Industrials
+PEP;PepsiCo;Consumer Staples
+PFE;Pfizer;Health Care
+PCG;PG&E Corporation;Utilities
+PM;Philip Morris International;Consumer Staples
+PSX;Phillips 66;Energy
+PNW;Pinnacle West;Utilities
+PNC;PNC Financial Services;Financials
+POOL;Pool Corporation;Consumer Discretionary
+PPG;PPG Industries;Materials
+PPL;PPL Corporation;Utilities
+PFG;Principal Financial Group;Financials
+PG;Procter & Gamble;Consumer Staples
+PGR;Progressive Corporation;Financials
+PLD;Prologis;Real Estate
+PRU;Prudential Financial;Financials
+PEG;Public Service Enterprise Group;Utilities
+PTC;PTC Inc.;Information Technology
+PSA;Public Storage;Real Estate
+PHM;PulteGroup;Consumer Discretionary
+PWR;Quanta Services;Industrials
+QCOM;Qualcomm;Information Technology
+DGX;Quest Diagnostics;Health Care
+RL;Ralph Lauren Corporation;Consumer Discretionary
+RJF;Raymond James Financial;Financials
+RTX;RTX Corporation;Industrials
+O;Realty Income;Real Estate
+REG;Regency Centers;Real Estate
+REGN;Regeneron Pharmaceuticals;Health Care
+RF;Regions Financial Corporation;Financials
+RSG;Republic Services;Industrials
+RMD;ResMed;Health Care
+RVTY;Revvity;Health Care
+ROK;Rockwell Automation;Industrials
+ROL;Rollins, Inc.;Industrials
+ROP;Roper Technologies;Information Technology
+ROST;Ross Stores;Consumer Discretionary
+RCL;Royal Caribbean Group;Consumer Discretionary
+SPGI;S&P Global;Financials
+CRM;Salesforce;Information Technology
+SBAC;SBA Communications;Real Estate
+SLB;Schlumberger;Energy
+STX;Seagate Technology;Information Technology
+SRE;Sempra;Utilities
+NOW;ServiceNow;Information Technology
+SHW;Sherwin-Williams;Materials
+SPG;Simon Property Group;Real Estate
+SWKS;Skyworks Solutions;Information Technology
+SJM;J.M. Smucker Company (The);Consumer Staples
+SW;Smurfit WestRock;Materials
+SNA;Snap-on;Industrials
+SOLV;Solventum;Health Care
+SO;Southern Company;Utilities
+LUV;Southwest Airlines;Industrials
+SWK;Stanley Black & Decker;Industrials
+SBUX;Starbucks;Consumer Discretionary
+STT;State Street Corporation;Financials
+STLD;Steel Dynamics;Materials
+STE;Steris;Health Care
+SYK;Stryker Corporation;Health Care
+SMCI;Supermicro;Information Technology
+SYF;Synchrony Financial;Financials
+SNPS;Synopsys;Information Technology
+SYY;Sysco;Consumer Staples
+TMUS;T-Mobile US;Communication Services
+TROW;T. Rowe Price;Financials
+TTWO;Take-Two Interactive;Communication Services
+TPR;Tapestry, Inc.;Consumer Discretionary
+TRGP;Targa Resources;Energy
+TGT;Target Corporation;Consumer Staples
+TEL;TE Connectivity;Information Technology
+TDY;Teledyne Technologies;Information Technology
+TFX;Teleflex;Health Care
+TER;Teradyne;Information Technology
+TSLA;Tesla, Inc.;Consumer Discretionary
+TXN;Texas Instruments;Information Technology
+TPL;Texas Pacific Land Corporation;Energy
+TXT;Textron;Industrials
+TMO;Thermo Fisher Scientific;Health Care
+TJX;TJX Companies;Consumer Discretionary
+TSCO;Tractor Supply;Consumer Discretionary
+TT;Trane Technologies;Industrials
+TDG;TransDigm Group;Industrials
+TRV;Travelers Companies (The);Financials
+TRMB;Trimble Inc.;Information Technology
+TFC;Truist Financial;Financials
+TYL;Tyler Technologies;Information Technology
+TSN;Tyson Foods;Consumer Staples
+USB;U.S. Bancorp;Financials
+UBER;Uber;Industrials
+UDR;UDR, Inc.;Real Estate
+ULTA;Ulta Beauty;Consumer Discretionary
+UNP;Union Pacific Corporation;Industrials
+UAL;United Airlines Holdings;Industrials
+UPS;United Parcel Service;Industrials
+URI;United Rentals;Industrials
+UNH;UnitedHealth Group;Health Care
+UHS;Universal Health Services;Health Care
+VLO;Valero Energy;Energy
+VTR;Ventas;Real Estate
+VLTO;Veralto;Industrials
+VRSN;Verisign;Information Technology
+VRSK;Verisk Analytics;Industrials
+VZ;Verizon;Communication Services
+VRTX;Vertex Pharmaceuticals;Health Care
+VTRS;Viatris;Health Care
+VICI;Vici Properties;Real Estate
+V;Visa Inc.;Financials
+VST;Vistra Corp.;Utilities
+VMC;Vulcan Materials Company;Materials
+WRB;W. R. Berkley Corporation;Financials
+GWW;W. W. Grainger;Industrials
+WAB;Wabtec;Industrials
+WBA;Walgreens Boots Alliance;Consumer Staples
+WMT;Walmart;Consumer Staples
+DIS;Walt Disney Company (The);Communication Services
+WBD;Warner Bros. Discovery;Communication Services
+WM;Waste Management;Industrials
+WAT;Waters Corporation;Health Care
+WEC;WEC Energy Group;Utilities
+WFC;Wells Fargo;Financials
+WELL;Welltower;Real Estate
+WST;West Pharmaceutical Services;Health Care
+WDC;Western Digital;Information Technology
+WY;Weyerhaeuser;Real Estate
+WMB;Williams Companies;Energy
+WTW;Willis Towers Watson;Financials
+WDAY;Workday, Inc.;Information Technology
+WYNN;Wynn Resorts;Consumer Discretionary
+XEL;Xcel Energy;Utilities
+XYL;Xylem Inc.;Industrials
+YUM;Yum! Brands;Consumer Discretionary
+ZBRA;Zebra Technologies;Information Technology
+ZBH;Zimmer Biomet;Health Care
+ZTS;Zoetis;Health Care

mypythproject/tickers.py

@@ -0,0 +1,10 @@
+import pandas as pd
+
+def csv_to_ticker_dict(csv_file_path="src/mypythproject/sp500_companies.csv", print_dict=False):
+    df = pd.read_csv(csv_file_path, delimiter=';')
+    ticker_dict = dict(zip(df['Symbol'], df['Security']))
+
+    if print_dict:
+        print(ticker_dict)  # Only prints if you explicitly set print_dict=True
+
+    return ticker_dict

mypythproject-0.1.1.dist-info/LICENSE

@@ -0,0 +1,22 @@
+MIT License
+
+Copyright (c) 2024, Amine Lahlou
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
+

mypythproject-0.1.1.dist-info/METADATA

@@ -0,0 +1,44 @@
+Metadata-Version: 2.1
+Name: mypythproject
+Version: 0.1.1
+Summary: An extension of pybacktestchain that enhances portfolio optimization and backtesting with advanced features.
+License: MIT
+Author: Amine Lahlou
+Requires-Python: >=3.11,<4.0
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: dash (>=2.18.2,<3.0.0)
+Requires-Dist: matplotlib (>=3.10.0,<4.0.0)
+Requires-Dist: numba (>=0.60.0,<0.61.0)
+Requires-Dist: pybacktestchain (>=0.2.1,<0.3.0)
+Description-Content-Type: text/markdown
+
+# mypythproject
+
+An extension of pybacktestchain that enhances portfolio optimization and backtesting with advanced features.
+
+## Installation
+
+```bash
+$ pip install mypythproject
+```
+
+## Usage
+
+- TODO
+
+## Contributing
+
+Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.
+
+## License
+
+`mypythproject` was created by Amine Lahlou. It is licensed under the terms of the MIT license.
+
+## Credits
+
+`mypythproject` was created with [`cookiecutter`](https://cookiecutter.readthedocs.io/en/latest/) and the `py-pkgs-cookiecutter` [template](https://github.com/py-pkgs/py-pkgs-cookiecutter).
+

mypythproject-0.1.1.dist-info/RECORD

@@ -0,0 +1,10 @@
+mypythproject/DashBoard.py,sha256=yzpZPXUBPNx9z5I_wLHGsZUsbt6lEaXPBSjVSKIoQ9I,12074
+mypythproject/__init__.py,sha256=v4bN6tc6I04o6kyMLEIbEdYP67b6ad9SikMa-xepG7Q,115
+mypythproject/mypythproject.py,sha256=zPgB1g1ijIkRbIWXCVQ_vcl1fm4e7NSl088YXLn6PK4,849
+mypythproject/optimization_techniques.py,sha256=hwLSNYeC4TBMmWoaqf_FRf5_vUUX9tkn_tmXmFgnpUc,8842
+mypythproject/sp500_companies.csv,sha256=WFerV0sFOA0TN_IlzpbRj_LBaG70T6CNYPhuD8tiAo0,17757
+mypythproject/tickers.py,sha256=CLOvr__n78lkgGxIOzE9Pw8ukBkHKMg6UeEr8D3TJCQ,350
+mypythproject-0.1.1.dist-info/LICENSE,sha256=dk-TNwoEpjaKVZ6mhXpOLNXGsQFob9OalWMzYUEex_4,1071
+mypythproject-0.1.1.dist-info/METADATA,sha256=9DxaUU_VdbUpxokNQEfU3wXaTj8xtajCt3j8lNgqPwo,1433
+mypythproject-0.1.1.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+mypythproject-0.1.1.dist-info/RECORD,,

mypythproject-0.1.1.dist-info/WHEEL

@@ -0,0 +1,4 @@
+Wheel-Version: 1.0
+Generator: poetry-core 1.9.1
+Root-Is-Purelib: true
+Tag: py3-none-any